-8.9%
TOST vs XYL
-33.6%
+24.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +4.0% | +2.1% | +2.0% | +3.5% |
| 30D | +11.1% | -3.4% | +14.4% | +11.3% |
| 3M | +0.8% | -17.2% | +18.0% | +4.9% |
| 6M | +38.8% | -12.0% | +50.8% | +42.0% |
| YTD | -2.1% | -26.3% | +24.2% | +0.7% |
| All | -8.9% | -33.6% | +24.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling